Filter design for the detection of compact sources based on the Neyman-Pearson detector

This paper considers the problem of compact source detection on a Gaussian background in 1D. Two aspects of this problem are considered: the design of the detector and the filtering of the data. Our detection scheme is based on local maxima and it takes into account not only the amplitude but also the curvature of the maxima. A Neyman-Pearson test is used to define the region of acceptance, that is given by a sufficient linear detector that is independent on the amplitude distribution of the sources. We study how detection can be enhanced by means of linear filters with a scaling parameter and compare some of them (the Mexican Hat wavelet, the matched and the scale-adaptive filters). We introduce a new filter, that depends on two free parameters (biparametric scale-adaptive filter). The value of these two parameters can be determined, given the a priori pdf of the amplitudes of the sources, such that the filter optimizes the performance of the detector in the sense that it gives the maximum number of real detections once fixed the number density of spurious sources. The combination of a detection scheme that includes information on the curvature and a flexible filter that incorporates two free parameters (one of them a scaling) improves significantly the number of detections in some interesting cases. In particular, for the case of weak sources embedded in white noise the improvement with respect to the standard matched filter is of the order of 40%. Finally, an estimation of the amplitude of the source is introduced and it is proven that such an estimator is unbiased and it has maximum efficiency. We perform numerical simulations to test these theoretical ideas and conclude that the results of the simulations agree with the analytical ones.Comment: 15 pages, 13 figures, version accepted for publication in MNRAS. Corrected typos in Tab.

A General Bayesian Framework for Ellipse-based and Hyperbola-based Damage Localisation in Anisotropic Composite Plates

This paper focuses on Bayesian Lamb wave-based damage localization in structural health monitoring of anisotropic composite materials. A Bayesian framework is applied to take account for uncertainties from experimental time-of-flight measurements and angular dependent group velocity within the composite material. An original parametric analytical expression of the direction dependence of group velocity is proposed and validated numerically and experimentally for anisotropic composite and sandwich plates. This expression is incorporated into time-of-arrival (ToA: ellipse-based) and time-difference-of-arrival (TDoA: hyperbola-based) Bayesian damage localization algorithms. This way, the damage location as well as the group velocity profile are estimated jointly and a priori information taken into consideration. The proposed algorithm is general as it allows to take into account for uncertainties within a Bayesian framework, and to model effects of anisotropy on group velocity. Numerical and experimental results obtained with different damage sizes or locations and for different degrees of anisotropy validate the ability of the proposed algorithm to estimate both the damage location and the group velocity profile as well as the associated confidence intervals. Results highlight the need to consider for anisotropy in order to increase localization accuracy, and to use Bayesian analysis to quantify uncertainties in damage localization.Projet CORALI

Echo Cancellation - A Likelihood Ratio Test for Double-talk Versus Channel Change

Echo cancellers are in wide use in both electrical (four wire to two wire mismatch) and acoustic (speaker-microphone coupling) applications. One of the main design problems is the control logic for adaptation. Basically, the algorithm weights should be frozen in the presence of double-talk and adapt quickly in the absence of double-talk. The control logic can be quite complicated since it is often not easy to discriminate between the echo signal and the near-end speaker. This paper derives a log likelihood ratio test (LRT) for deciding between double-talk (freeze weights) and a channel change (adapt quickly) using a stationary Gaussian stochastic input signal model. The probability density function of a sufficient statistic under each hypothesis is obtained and the performance of the test is evaluated as a function of the system parameters. The receiver operating characteristics (ROCs) indicate that it is difficult to correctly decide between double-talk and a channel change based upon a single look. However, post-detection integration of approximately one hundred sufficient statistic samples yields a detection probability close to unity (0.99) with a small false alarm probability (0.01)

Bayesian coherent analysis of in-spiral gravitational wave signals with a detector network

The present operation of the ground-based network of gravitational-wave laser interferometers in "enhanced" configuration brings the search for gravitational waves into a regime where detection is highly plausible. The development of techniques that allow us to discriminate a signal of astrophysical origin from instrumental artefacts in the interferometer data and to extract the full range of information are some of the primary goals of the current work. Here we report the details of a Bayesian approach to the problem of inference for gravitational wave observations using a network of instruments, for the computation of the Bayes factor between two hypotheses and the evaluation of the marginalised posterior density functions of the unknown model parameters. The numerical algorithm to tackle the notoriously difficult problem of the evaluation of large multi-dimensional integrals is based on a technique known as Nested Sampling, which provides an attractive alternative to more traditional Markov-chain Monte Carlo (MCMC) methods. We discuss the details of the implementation of this algorithm and its performance against a Gaussian model of the background noise, considering the specific case of the signal produced by the in-spiral of binary systems of black holes and/or neutron stars, although the method is completely general and can be applied to other classes of sources. We also demonstrate the utility of this approach by introducing a new coherence test to distinguish between the presence of a coherent signal of astrophysical origin in the data of multiple instruments and the presence of incoherent accidental artefacts, and the effects on the estimation of the source parameters as a function of the number of instruments in the network.Comment: 22 page

HerMES: point source catalogues from Herschel-SPIRE observations II

Key Programme on the Herschel Space Observatory. With a wedding cake survey strategy, it consists of nested fields with varying depth and area totalling ∼380 deg2. In this paper, we present deep point source catalogues extracted from Herschel-Spectral and Photometric Imaging Receiver (SPIRE) observations of all HerMES fields, except for the later addition of the 270 deg2 HerMES Large-Mode Survey (HeLMS) field. These catalogues constitute the second Data Release (DR2) made in 2013 October. A sub-set of these catalogues, which consists of bright sources extracted from Herschel-SPIRE observations completed by 2010 May 1 (covering ∼74 deg2) were released earlier in the first extensive data release in 2012 March. Two different methods are used to generate the point source catalogues, the SUSSEXTRACTOR point source extractor used in two earlier data releases (EDR and EDR2) and a new source detection and photometry method. The latter combines an iterative source detection algorithm, STARFINDER, and a De-blended SPIRE Photometry algorithm. We use end-to-end Herschel-SPIRE simulations with realistic number counts and clustering properties to characterize basic properties of the point source catalogues, such as the completeness, reliability, photometric and positional accuracy. Over 500 000 catalogue entries in HerMES fields (except HeLMS) are released to the public through the HeDAM (Herschel Database in Marseille) website (http://hedam.lam.fr/HerMES)